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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Essays in financial economics
Zheng, Yijuan - 1996
Persistent link: https://www.econbiz.de/10000970243
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International asset prices : empirical evidence
Morales-Arias, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003869496
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The use of option implied volatility in asset pricing tests
Mann, Christopher - 2004
Persistent link: https://www.econbiz.de/10003383755
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Essays in long memory and stock market volatility
Liu, Ming - 1996
Persistent link: https://www.econbiz.de/10001353978
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Three essays on investor recognition and mergers & acquisitions
Cui, Di - 2015
Persistent link: https://www.econbiz.de/10011439178
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Essays on stock market integration : on stock market efficiency, price jumps and stock market correlations
Liu, Yuna - 2016
Persistent link: https://www.econbiz.de/10011478898
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Essays on the relation between idiosyncratic volatility and expected returns
Seidens, Sebastian - 2018
Persistent link: https://www.econbiz.de/10012018987
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266